overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 30Y / 2018-02-08

Official Result (MOF)

Auction Date2018-02-08
Issue Date2018-02-13
IssueJGB (30-Year) No. 57(reopen)
Coupon (%)0.8%
Maturity2047-12-20
Methodprice conventional
Offering¥800B
Competitive Bids¥2.8T
Accepted Amount¥646.7B
Lowest Accepted Price99.45(0.822%)
Weighted Avg Price99.50(0.820%)
Allotment Ratio
Non-competitive I¥152.1B
Non-competitive II¥113.1B

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(30年)(第57回)
Legal basis財政法(昭和22年法律第34号)第4条第1項並びに特別会計に関する法律(平成19年法律第23号)第46条第1項及び第47条第1項
Coupon dates毎年6月20日及び12月20日
Planned amount¥800B
Bid deadline2018-02-08 12:00
Payment date2018-02-13
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.273.773.603.084.38+1.86
Tail (sen)51314427-1.19
Non-competitive take-up29.1%17.8%
GradeA (score +1.52)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)0.20.5

Same-tenor Auction History

3.504.002017-022017-062017-102018-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2018-02-08JGB (30-Year) No. 574.2750.820
2018-01-18JGB (30-Year) No. 573.77130.832
2017-12-07JGB (30-Year) No. 574.3840.848
2017-11-09JGB (30-Year) No. 563.43260.789
2017-10-11JGB (30-Year) No. 563.9870.881
2017-09-07JGB (30-Year) No. 563.67210.832
2017-08-08JGB (30-Year) No. 553.90100.876
2017-07-06JGB (30-Year) No. 553.6290.878
2017-06-06JGB (30-Year) No. 553.63130.817
2017-05-11JGB (30-Year) No. 543.3590.819
2017-04-13JGB (30-Year) No. 543.0870.795
2017-03-07JGB (30-Year) No. 543.14190.821
2017-02-09JGB (30-Year) No. 533.23270.907